YFFI vs. VTG

Last updated Jul 17, 2026

YFFI (Indexperts Yield Focused Fixed Income ETF) and VTG (Vanguard Total Treasury ETF) are both exchange-traded funds - YFFI is a Intermediate Core Bond fund actively managed by Indexperts, while VTG is a Government Bonds fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index. YFFI is actively managed, while VTG is passively managed. Over the past year, YFFI returned 4.57% vs 3.29% for VTG. Their correlation of 0.83 suggests significant overlap in exposure. YFFI charges 0.50%/yr vs 0.03%/yr for VTG.

Performance

YFFI vs. VTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Yield Focused Fixed Income ETF (YFFI) and Vanguard Total Treasury ETF (VTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YFFI achieves a 0.13% return, which is significantly higher than VTG's -0.10% return.

YFFI

• 1D: -0.15%
• 1M: -0.65%
• 6M: -0.26%
• YTD: 0.13%
• 1Y: 4.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTG

• 1D: -0.04%
• 1M: -0.48%
• 6M: -0.27%
• YTD: -0.10%
• 1Y: 3.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YFFI vs. VTG - Yearly Performance Comparison

	2026 (YTD)	2025
YFFI Indexperts Yield Focused Fixed Income ETF	0.13%	4.36%
VTG Vanguard Total Treasury ETF	-0.10%	3.07%

Correlation

The correlation between YFFI and VTG is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025	0.83

The correlation between YFFI and VTG has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

Return for Risk

YFFI vs. VTG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YFFI

YFFI Risk / Return Rank: 28
YFFI Sharpe Ratio Rank: 27
YFFI Sortino Ratio Rank: 26
YFFI Omega Ratio Rank: 24
YFFI Calmar Ratio Rank: 32
YFFI Martin Ratio Rank: 31

VTG

VTG Risk / Return Rank: 29
VTG Sharpe Ratio Rank: 31
VTG Sortino Ratio Rank: 31
VTG Omega Ratio Rank: 28
VTG Calmar Ratio Rank: 28
VTG Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YFFI vs. VTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Yield Focused Fixed Income ETF (YFFI) and Vanguard Total Treasury ETF (VTG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	YFFI	VTG	Difference
Sharpe ratio: Return per unit of total volatility	0.82	0.94	-0.12
Sortino ratio: Return per unit of downside risk	1.20	1.41	-0.21
Omega ratio: Gain probability vs. loss probability	1.14	1.17	-0.02
Calmar ratio: Return relative to maximum drawdown	1.31	1.14	+0.17
Martin ratio: Return relative to average drawdown	3.68	2.94	+0.74

YFFI vs. VTG - Sharpe Ratio Comparison

The current YFFI Sharpe Ratio is 0.82, which is comparable to the VTG Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of YFFI and VTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YFFI vs. VTG - Drawdown Comparison

The maximum YFFI drawdown since its inception was -4.31%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for YFFI and VTG.

Drawdown Indicators

	YFFI	VTG	Difference
Max Drawdown Largest peak-to-trough decline	-4.31%	-2.89%	-1.42%
Max Drawdown (1Y) Largest decline over 1 year	-3.50%	-2.89%	-0.61%
Current Drawdown Current decline from peak	-1.75%	-1.88%	+0.13%
Average Drawdown Average peak-to-trough decline	-1.09%	-0.84%	-0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.25%	1.12%	+0.13%

Volatility

YFFI vs. VTG - Volatility Comparison

Indexperts Yield Focused Fixed Income ETF (YFFI) has a higher volatility of 1.63% compared to Vanguard Total Treasury ETF (VTG) at 1.05%. This indicates that YFFI's price experiences larger fluctuations and is considered to be riskier than VTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFFI	VTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.63%	1.05%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	4.37%	2.65%	+1.72%
Volatility (1Y) Calculated over the trailing 1-year period	5.60%	3.52%	+2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.30%	3.52%	+3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.30%	3.52%	+3.78%

YFFI vs. VTG - Expense Ratio Comparison

YFFI has a 0.50% expense ratio, which is higher than VTG's 0.03% expense ratio.

Dividends

YFFI vs. VTG - Dividend Comparison

YFFI's dividend yield for the trailing twelve months is around 4.79%, more than VTG's 3.54% yield.

Position	TTM	2025
VTG Vanguard Total Treasury ETF	3.54%	1.65%
YFFI Indexperts Yield Focused Fixed Income ETF	4.79%	4.43%

Frequently Asked Questions

Can I hold both YFFI and VTG in my portfolio?

YFFI and VTG have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFFI or VTG?

YFFI has higher volatility (1.63%) compared to VTG (1.05%). In terms of maximum drawdown, YFFI dropped -4.31% vs VTG's -2.89%.

Which ETF is better, YFFI or VTG?

On 1-year performance, YFFI leads with 4.57% vs 3.29% for VTG. On fees, VTG is cheaper at 0.03% per year. On volatility, VTG has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFFI or VTG?

Over the 1-year period, YFFI has performed better with a 4.57% return vs 3.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFFI or VTG?

VTG is cheaper with a 0.03% expense ratio, compared with 0.50% for YFFI.

Which ETF pays a higher dividend yield, YFFI or VTG?

YFFI has the higher dividend yield at 4.79%, compared with 3.54% for VTG.

What is the main difference between YFFI and VTG?

YFFI is categorized as Intermediate Core Bond, while VTG is Government Bonds. They also come from different issuers: Indexperts and Vanguard. Their fees differ too: 0.50% for YFFI and 0.03% for VTG.

Which has better risk-adjusted returns?

VTG currently has the higher Sharpe Ratio (0.94 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.